💾 Archived View for yasendfile.org › fin_news › uvxynews.gmi captured on 2022-07-16 at 14:20:39. Gemini links have been rewritten to link to archived content
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Saturday, 16 July 2022
PROFIT TARGET: 1%
Show contango,backwardation of vix future curves and last 3 days closing prices.
--------------------------------------------------- | F1-F2 : F4-F7 % | SPOT-F1 | F1-F2 | F4-F7 | --------------------------------------------------- | C:4.68 C :0.97 | -2.329 | -1.244 | -0.279 | -------------------------------------------------------------- |. DATUM .| SPOT | F1 | F2 | F4 | F7 | -------------------------------------------------------------- |2022-07-15| 24.23 | 26.559 | 27.803 | 28.746 | 29.025 | -------------------------------------------------------------- |2022-07-14| 26.40 | 27.945 | 28.859 | 29.347 | 29.450 | -------------------------------------------------------------- |2022-07-13| 0.00 | 26.864 | 27.878 | 29.217 | 29.650 | --------------------------------------------------------------
UVXY Quote summary of last 3 days
----------------------------------------------------------------------------------------------------------------------------------------------------------------- | . DATUM . | OPEN | HIGH | LOW | CLOSE |CANDLE SIZE VS PREV| UP-DW CLO->CLO | UP-DW OPE->CLO | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-15 | 13.03 | 13.17 | 12.40 | 12.44 | 6.21% : -1.03% | -1 | -1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 14.04 | 14.36 | 13.39 | 13.45 | 7.24% : -1.16% | 1 | 1 | ----------------------------------------------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 14.23 | 14.32 | 13.21 | 13.39 | 8.40% : 2.08% | -1 | 0 | -----------------------------------------------------------------------------------------------------------------------------------------------------------------
Show how many times target is reached in a row based on last day, and view how much occurances there is if serie continues.
----------------------------------------- | SHORTYESDAYS | LONGYESDAYS | ----------------------------------------- | 15 | 2 | ------------------------------------------------------------- | POPULATION | SHORTYESDAYS > | LONGYESDAYS > | ------------------------------------------------------------- | # 1897 | # 89 : 4.69% | # 981 : 51.71% | ------------------------------------------------------------- | SHORTYESDAYS= 15 | SHORTYESDAYS= 16 | Percent | ------------------------------------------------------------- | 15 | 12 | 80.0000 | ------------------------------------------------------------- | LONGYESDAYS= 2 | LONGYESDAYS= 3 | Percent | ------------------------------------------------------------- | 222 | 178 | 80.1802 | -------------------------------------------------------------
Compares the last day candlesize within a range and retrieves the next day occurences, to see how many times the strategies have reach their target the next day.
--------------------------------------------------------------------------------- | SIZE : L-U RANGE | POPULATION | LONGYESDAYS | SHORTYESDAYS | --------------------------------------------------------------------------------- | 6.21% : 5 : 7 | 425 | 307 : 72.24% | 344 : 80.94% | ---------------------------------------------------------------------------------
How many days in a row the candlesize is growing,shrinking, viewed alongside how many times in a row our targets where hit.
------------------------------------------------------------------------------------------------------------------------- | DATUM | GROW-SHRINKDAYS | SHORT Y : N DAYS | LONG Y : N DAYS | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-15 | 0 : 2 | 15 : 0 | 2 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 0 : 1 | 14 : 0 | 1 : 0 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 2 : 0 | 13 : 0 | 0 : 1 | ------------------------------------------------------------------------------------------------------------------------- | POPULATION SHRINKDAYS = 2 | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 246 | 203 | 190 | - | ------------------------------------------------------------------------------------------------------------------------- | POP. SHRINKDAYS NEXT DAY | SHORTYESDAYS | LONGYESDAYS | - | ------------------------------------------------------------------------------------------------------------------------- | 254 | 207 | 207 | - | -------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------ | MONTH |AVG DAY SIZE| YEAR |AVG DAY SIZE| AVG 30 DAY | ------------------------------------------------------------------ | January | 13.47 | 2015 | 10.86 % | 7.00 % | ------------------------------------------------------------------ | February | 12.13 | 2016 | 9.60 % | - | ------------------------------------------------------------------ | March | 9.73 | 2017 | 6.76 % | - | ------------------------------------------------------------------ | April | 10.90 | 2018 | 9.38 % | - | ------------------------------------------------------------------ | May | 10.95 | 2019 | 6.11 % | - | ------------------------------------------------------------------ | June | 7.43 | 2020 | 9.58 % | - | ------------------------------------------------------------------ | July | 6.46 | 2021 | 8.06 % | - | ------------------------------------------------------------------ | - | - | 2022 | 10.39 % | - | ------------------------------------------------------------------ | - | - | GLOBAL | 8.75 % | - | ------------------------------------------------------------------
Shows how many times in a row a strategie reached target,how many times this occured. So you could detect outlier moves
---------------------------------------------------------------------------- | # | SHORT YES | LONG YES | SHORT NODAYS | LONG NODAYS | ---------------------------------------------------------------------------- | 1 | 290 - 18.83% | 296 - 19.75% | 289 - 80.95% | 295 - 74.12% | ---------------------------------------------------------------------------- | 2 | 225 - 14.61% | 222 - 14.81% | 54 - 15.13% | 74 - 18.59% | ---------------------------------------------------------------------------- | 3 | 182 - 11.82% | 178 - 11.87% | 12 - 3.36% | 19 - 4.77% | ---------------------------------------------------------------------------- | 4 | 152 - 9.87% | 141 - 9.41% | 2 - 0.56% | 9 - 2.26% | ---------------------------------------------------------------------------- | 5 | 123 - 7.99% | 116 - 7.74% | - | 1 - 0.25% | ---------------------------------------------------------------------------- | 6 | 99 - 6.43% | 89 - 5.94% | - | - | ---------------------------------------------------------------------------- | 7 | 81 - 5.26% | 72 - 4.80% | - | - | ---------------------------------------------------------------------------- | 8 | 68 - 4.42% | 56 - 3.74% | - | - | ---------------------------------------------------------------------------- | 9 | 55 - 3.57% | 49 - 3.27% | - | - | ---------------------------------------------------------------------------- | 10 | 44 - 2.86% | 40 - 2.67% | - | - | ---------------------------------------------------------------------------- | 11 | 40 - 2.60% | 34 - 2.27% | - | - | ---------------------------------------------------------------------------- | 12 | 32 - 2.08% | 28 - 1.87% | - | - | ---------------------------------------------------------------------------- | 13 | 26 - 1.69% | 25 - 1.67% | - | - | ---------------------------------------------------------------------------- | 14 | 19 - 1.23% | 22 - 1.47% | - | - | ---------------------------------------------------------------------------- | 15 | 15 - 0.97% | 19 - 1.27% | - | - | ---------------------------------------------------------------------------- | 16 | 12 - 0.78% | 17 - 1.13% | - | - | ---------------------------------------------------------------------------- | 17 | 9 - 0.58% | 15 - 1.00% | - | - | ---------------------------------------------------------------------------- | 18 | 9 - 0.58% | 13 - 0.87% | - | - | ---------------------------------------------------------------------------- | 19 | 8 - 0.52% | 10 - 0.67% | - | - | ---------------------------------------------------------------------------- | 20 | 7 - 0.45% | 9 - 0.60% | - | - | ---------------------------------------------------------------------------- | 21 | 4 - 0.26% | 9 - 0.60% | - | - | ---------------------------------------------------------------------------- | 22 | 4 - 0.26% | 7 - 0.47% | - | - | ---------------------------------------------------------------------------- | 23 | 3 - 0.19% | 5 - 0.33% | - | - | ---------------------------------------------------------------------------- | 24 | 3 - 0.19% | 5 - 0.33% | - | - | ---------------------------------------------------------------------------- | 25 | 3 - 0.19% | 5 - 0.33% | - | - | ---------------------------------------------------------------------------- | 26 | 3 - 0.19% | 5 - 0.33% | - | - | ---------------------------------------------------------------------------- | 27 | 3 - 0.19% | 3 - 0.20% | - | - | ---------------------------------------------------------------------------- | 28 | 3 - 0.19% | 3 - 0.20% | - | - | ---------------------------------------------------------------------------- | 29 | 3 - 0.19% | 2 - 0.13% | - | - | ---------------------------------------------------------------------------- | 30 | 2 - 0.13% | 2 - 0.13% | - | - | ---------------------------------------------------------------------------- | 31 | 2 - 0.13% | 2 - 0.13% | - | - | ---------------------------------------------------------------------------- | 32 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 33 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 34 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 35 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 36 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 37 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 38 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 39 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 40 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 41 | 1 - 0.06% | - | - | - | ---------------------------------------------------------------------------- | 42 | 1 - 0.06% | - | - | - | ------------------------------------------------------------------------------------------- | MAX. SY | MAX. SN | MAX. LY | MAX. LN | MAX HH | MAX LL | ------------------------------------------------------------------------------------------- | 42 | 4 | 31 | 5 | 9 | -12 | ------------------------------------------------------------------------------------------- | TOT. SY | TOT. SN | TOT. LY | TOT. LN | - | - | ------------------------------------------------------------------------------------------- |1540 : 81.18% | 357 : 18.82% |1499 : 79.02% | 398 : 20.98% | - | - | -------------------------------------------------------------------------------------------
Shows hom many times in a row the close price is lower(negative numbers) or higher (positive numbers) than the previous day close price.
---------------------------------------------- | U-D | FREQ. | % | ---------------------------------------------- | -12 | 1 | 0.05 | ---------------------------------------------- | -11 | 2 | 0.11 | ---------------------------------------------- | -10 | 3 | 0.16 | ---------------------------------------------- | -9 | 6 | 0.32 | ---------------------------------------------- | -8 | 11 | 0.58 | ---------------------------------------------- | -7 | 21 | 1.11 | ---------------------------------------------- | -6 | 35 | 1.85 | ---------------------------------------------- | -5 | 62 | 3.27 | ---------------------------------------------- | -4 | 101 | 5.32 | ---------------------------------------------- | -3 | 175 | 9.23 | ---------------------------------------------- | -2 | 269 | 14.18 | ---------------------------------------------- | -1 | 446 | 23.51 | ---------------------------------------------- | 0 | 8 | 0.42 | ---------------------------------------------- | 1 | 443 | 23.35 | ---------------------------------------------- | 2 | 178 | 9.38 | ---------------------------------------------- | 3 | 76 | 4.01 | ---------------------------------------------- | 4 | 29 | 1.53 | ---------------------------------------------- | 5 | 17 | 0.90 | ---------------------------------------------- | 6 | 8 | 0.42 | ---------------------------------------------- | 7 | 3 | 0.16 | ---------------------------------------------- | 8 | 2 | 0.11 | ---------------------------------------------- | 9 | 1 | 0.05 | ----------------------------------------------
Shows hom many times in a row the open price is lower(negative numbers) or higher (positive numbers) than the previous days close price.
---------------------------------------------- | U-D | FREQ. | % | ---------------------------------------------- | -11 | 1 | 0.05 | ---------------------------------------------- | -10 | 2 | 0.11 | ---------------------------------------------- | -9 | 5 | 0.26 | ---------------------------------------------- | -8 | 10 | 0.53 | ---------------------------------------------- | -7 | 16 | 0.84 | ---------------------------------------------- | -6 | 31 | 1.63 | ---------------------------------------------- | -5 | 44 | 2.32 | ---------------------------------------------- | -4 | 80 | 4.22 | ---------------------------------------------- | -3 | 144 | 7.59 | ---------------------------------------------- | -2 | 272 | 14.34 | ---------------------------------------------- | -1 | 491 | 25.88 | ---------------------------------------------- | 0 | 312 | 16.45 | ---------------------------------------------- | 1 | 365 | 19.24 | ---------------------------------------------- | 2 | 89 | 4.69 | ---------------------------------------------- | 3 | 22 | 1.16 | ---------------------------------------------- | 4 | 8 | 0.42 | ---------------------------------------------- | 5 | 4 | 0.21 | ---------------------------------------------- | 6 | 1 | 0.05 | ----------------------------------------------
Shows percentage of chance if the next day will open lower and we are in contango for F1-F2
------------------------------------------------------------- | POPULATION | LOWEROPEN | PERCENTAGE | ------------------------------------------------------------- | 1528 | 906 | 59.00 | -------------------------------------------------------------
Shows the lowest close quote of the last 20 days of VIX
------------------------------------------------------------------------------------------------------------------------- | DATE | OPEN | CLOSE | LOW | HIGH | MIN20 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-15 | 26.72 | 24.23 | 24.13 | 26.72 | 24.23 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-14 | 27.47 | 26.40 | 26.20 | 28.45 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-13 | 27.35 | 26.82 | 26.23 | 29.06 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-12 | 27.14 | 27.29 | 25.82 | 27.75 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-11 | 26.42 | 26.17 | 25.79 | 26.74 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-08 | 26.41 | 24.64 | 24.43 | 26.61 | 24.64 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-07 | 26.73 | 26.08 | 25.66 | 26.79 | 26.08 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-06 | 27.84 | 26.73 | 26.43 | 28.07 | 26.09 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-05 | 27.37 | 27.54 | 27.30 | 29.82 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-04 | 29.53 | 26.70 | 26.69 | 29.59 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-07-01 | 29.53 | 26.70 | 26.69 | 29.59 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-30 | 29.42 | 28.71 | 28.28 | 30.22 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-29 | 28.80 | 28.16 | 27.85 | 29.36 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-28 | 26.90 | 28.36 | 26.47 | 28.68 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-27 | 28.30 | 26.95 | 26.93 | 28.66 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-24 | 29.07 | 27.23 | 26.83 | 29.72 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-23 | 29.29 | 29.05 | 28.74 | 29.77 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-22 | 31.45 | 28.95 | 28.78 | 31.57 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-21 | 30.63 | 30.19 | 29.33 | 30.65 | 23.96 | ------------------------------------------------------------------------------------------------------------------------- | 2022-06-20 | 32.84 | 31.13 | 30.47 | 33.31 | 23.96 | -------------------------------------------------------------------------------------------------------------------------
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Since 2018-11-18
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